New independent component analysis tools for time series (Q894577)

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scientific article; zbMATH DE number 6515203
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New independent component analysis tools for time series
scientific article; zbMATH DE number 6515203

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    New independent component analysis tools for time series (English)
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    1 December 2015
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    FOBI
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    GARCH
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    JADE
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    multivariate statistics
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    SOBI
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    stochastic volatility
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